CategoricalGenLinModel.InfiniteEstimateMethod Property

CategoricalGenLinModelInfiniteEstimateMethod Property

Specifies the method used for handling infinite estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual int InfiniteEstimateMethod { set; }

Public Overridable WriteOnly Property InfiniteEstimateMethod As Integer
	Set

public:
virtual property int InfiniteEstimateMethod {
	void set (int value);
}

abstract InfiniteEstimateMethod : int with set
override InfiniteEstimateMethod : int with set

Property Value

Type: Int32
An int scalar indicating which method to use for handling infinite estimates.

Exceptions

Exception	Condition
ArgumentException	is thrown when InfiniteEstimateMethod is less than 0 or greater than 1

Remarks

The value of InfiniteEstimateMethod is interpreted as follows:

InfiniteEstimateMethod	Method
0	Remove a right or left-censored observation from the log-likelihood whenever the probability of the observation exceeds 0.995. At convergence, use linear programming to check that all removed observations actually have an estimated linear response that is infinite. Set ExtendedLikelihoodObservations[i] for observation i to 2 if the linear response is infinite. If not all removed observations have infinite linear response, recompute the estimates based upon the observations with estimated linear response that is finite. This option is valid only for censoring codes 1 and 2.
1	Iterate without checking for infinite estimates.

InfiniteEstimateMethod

Method

Remove a right or left-censored observation from the log-likelihood whenever the probability of the observation exceeds 0.995. At convergence, use linear programming to check that all removed observations actually have an estimated linear response that is infinite. Set ExtendedLikelihoodObservations[i] for observation i to 2 if the linear response is infinite. If not all removed observations have infinite linear response, recompute the estimates based upon the observations with estimated linear response that is finite. This option is valid only for censoring codes 1 and 2.

Iterate without checking for infinite estimates.

By default InfiniteEstimateMethod = 1.

Reference

CategoricalGenLinModel Class

Imsl.Stat Namespace